Optimal investment in ambiguous financial markets with learning (Q6554635)
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scientific article; zbMATH DE number 7864411
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment in ambiguous financial markets with learning |
scientific article; zbMATH DE number 7864411 |
Statements
Optimal investment in ambiguous financial markets with learning (English)
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13 June 2024
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portfolio optimization
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learning
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smooth ambiguity
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duality theory
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Bayesian investment problem
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